This guy can be missed kinda but also you can go back for him at any time.
He is in the basement of The Shinra Mansion, which is in Clouds hometown.
To get him you need to go to the mansion, then up the stairs and to the left, you will see a big safe in the top room. Enter the combination of:
This will trigger a boss fight against Lost number, he's not really a difficult fight, my team were all late level 20's. A useful tip IMO is he can be poisoned. Also after the fight don't forget to pick up the Odin Materia and key.
In the basement, open the door with the key and then his coffin, tell him about Sephiroth, he will then go back in his coffin. Talk to him again, he will then again go back into his coffin. As you leave he will come after you :)
This can not be done during the flash back, has to be after!!